1a968d5f22
Added check for NaN in Jacobian to stochastic_solvers and added explicit error message to print_info.m
2012-08-05 13:09:24 +02:00
cf2e477e58
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2012-08-05 13:02:51 +02:00
b1ad31cf56
removed seeding random generators from clock in cmaes and metropolis hastings
2012-08-05 10:59:59 +02:00
6b3bd9dd0b
penalty is now passed as a field of bayestopt_ (or BayesInfo)
2012-08-02 22:23:29 +02:00
169ab6c28c
change location of 10.6 SDK
2012-08-02 17:17:29 +02:00
b7217cd2a0
Merge remote-tracking branch 'ratto/master'
2012-08-02 16:48:22 +02:00
7c4b36695d
change autoconf min version to match that of root config file
2012-08-02 16:17:08 +02:00
47353a276b
bug fix: the anlytic hessian was wrong with estimated stderr.
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Manual cherry pick from Commit: 36853cb7615de41ca61ed92decf8bbe81ab40cba
2012-08-02 14:57:20 +02:00
fe8ae2c565
adding doc *.m file for k_order_perturbation MEX
2012-08-02 11:25:52 +02:00
9e6c58572e
fixing bug in pruning at order=3
2012-08-02 10:09:44 +02:00
f5f5ca1a83
removing printing used for debugging
2012-08-01 18:38:42 +02:00
79152b5508
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2012-08-01 10:20:23 +02:00
9d224dba1f
removing preprocessor check about pruning at 3rd order
2012-08-01 10:01:59 +02:00
2244af9c62
adding pruning option for 3rd order
2012-07-31 21:50:59 +02:00
6dc64de7a9
fixing compiler warning about format argument
2012-07-31 21:50:59 +02:00
a615f025a0
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2012-07-30 19:20:44 +02:00
5657dc8228
Amend the workaround for ticket #35 , so that shocks+endval+simul can looped over
2012-07-30 17:01:42 +02:00
488de200cf
Merge remote-tracking branch 'jpfeifer/master'
2012-07-30 15:50:30 +02:00
029d3dda08
dynare++: add steady state to first part of simulation when
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interrupted by non finite result
2012-07-25 17:53:34 +02:00
87b78f657b
dynatable: fixed bug when table contains Inf or NaN
2012-07-25 17:52:00 +02:00
24e1c49928
simulations: draw random shocks so that, given a seed, the sequence is the same, independently of the number of periods
2012-07-25 15:00:57 +02:00
cf6772bc90
added method to access derivatives of approximated solution function
2012-07-25 14:59:06 +02:00
d32e076b77
adding missing function linsolve for Octave (inefficient and minimal implementation
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for current needs)
2012-07-22 22:18:32 +02:00
e7a8261b17
first order and cycle reduction: fixing bugs in previous commits
2012-07-22 19:54:12 +02:00
ba1f5eedc2
first order solver:
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-pass along errors returned by cycle reduction algorithms;
-logarithmic reduction fails on error
-replace expensive and random condest() by call to linsolve()
-uses linsolve() to compute hx
2012-07-22 12:56:51 +02:00
2c450c79f8
cycle reduction: return error codes for over- and under-determined
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dynamic systems
2012-07-22 12:51:55 +02:00
edf826f315
added code to optionally run cycle_reduction algorithm on GPU. Added
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options_.gpu (no interface yet, use options_.gpu=1). Added test
./tests/first_order/fs2000_cr.mod
2012-07-20 17:06:12 +02:00
01b51a79c4
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2012-07-20 15:55:03 +02:00
8d33a434e5
fixing bugs in dyn_first_order_solver()
2012-07-19 18:57:56 +02:00
d39bbdaa85
forcing reinitialization of persistent variables of
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dyn_first_order_solver.m in global_initialization.m This is necessary
if noclearall option is used.
2012-07-19 17:08:42 +02:00
b10b2160ed
Made error message if initial parameter values are outside prior bounds more explicit.
2012-07-19 12:30:41 +02:00
fcc262db7a
fixing bugs introduced in 1b3aa73c04
2012-07-17 10:07:09 +02:00
36cce4e629
Merge remote-tracking branch 'ratto/master'
2012-07-16 17:24:00 +02:00
5bda6afad0
adding missing semi-colon
2012-07-16 16:05:08 +02:00
1b3aa73c04
adapted dyn_first_order_solver.m for models without lagged variables
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and singular coefficient matrix for current variables
2012-07-16 15:52:36 +02:00
80a9ac90f0
Fixed random bug of MC identification test, occurring when there is no solution at the very first iteration of the MC loop.
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(cherry picked from commit 906bf8e02feb8370153bc6407bf95d2592be3cc2)
2012-07-15 22:21:10 +02:00
1732db842f
fixing bug in evaluating rank condition for BK when using check (introduced in commit 4d51f38bd2)
2012-07-14 21:07:05 +02:00
10f8c1ca07
Fixed typos
2012-07-13 10:37:35 +02:00
37f5ac850b
Fixed bug (karaba:/var/tmp/dynare-master-check-WMwywKtbcz.log). dr.state_var is not defined in all cases...
2012-07-13 10:30:09 +02:00
54aff15b6a
Added a new routine to solve quadratic matrix equation (based on a Newton algorithm with line search).
2012-07-12 14:43:21 +02:00
91499d7961
Added a routine to test if an array is a square matrix.
2012-07-12 14:43:21 +02:00
48672ad10f
Preprocessor: handle underflows and overflows as MATLAB and Octave do
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i.e. don't fail when they happen and instead return 0 or Inf
2012-07-12 12:46:22 +02:00
4d183aa920
Fixed bug fix introduced in git#6d6e337f5bec0d9728746ce60f7fb09d12042adb.
2012-07-12 09:23:06 +02:00
6d6e337f5b
Fixed bug (reported in karaba:/var/tmp/dynare-master-check-o0FCvBRHnf.log). dr.state_var was defined in the wrong place.
2012-07-12 09:18:04 +02:00
c850f03be3
Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose).
2012-07-11 18:26:22 +02:00
0d5dff2bd9
Added walsh.mod in the testsuite to compare the solutions obtained with the cyclic reduction algorithm and the generalized schur algorithm.
2012-07-11 18:26:22 +02:00
4d51f38bd2
Added the possibility to use the cyclic reduction algorithm without the block option.
2012-07-11 18:26:22 +02:00
b02c83a926
Added unitary test.
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Comparison of the solutions returned by the cyclic reduction and logarithmic reduction algorithm. Note
that in the case considered here the logarithmic reduction algorithm is faster.
2012-07-11 18:26:22 +02:00
56339bb3cf
Added logarithmic reduction algorithm to solve quadratic matrix equation.
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This algorithm is a slower alternative to the cyclic reduction algorithm (useful for testing purpose).
2012-07-11 18:26:22 +02:00
47e543409c
Added texinfo header.
2012-07-11 18:26:22 +02:00
Johannes Pfeifer
Michel Juillard
Houtan Bastani
Sébastien Villemot
Marco Ratto
Stéphane Adjemian (Charybdis)